+117.7%
RIOT vs CHRW
+85.4%
+32.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +18.4% | +4.1% | +14.4% | +17.4% |
| 30D | +13.8% | +1.9% | +11.9% | +13.2% |
| 3M | -12.7% | -21.2% | +8.4% | -8.4% |
| 6M | +50.1% | -16.7% | +66.8% | +53.5% |
| YTD | +74.2% | -5.4% | +79.6% | +68.8% |
| 1Y | +45.1% | +21.2% | +23.9% | +27.3% |
| All | +117.7% | +85.4% | +32.2% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling